Short-term prediction of time series data using radial basis function network incorporating affine transformation and its application

Abstract

Radial basis function (RBF) network, which is one of the neural network (NN), is used for short-term prediction of time series data. In this paper, the affine transformation is used to consider the direction of time series data. Therefore, the coordinate system of time series data is transformed. The detailed numerical procedure is provided in this paper. To examine the validity of the proposed approach, several numerical examples are handled. Through the numerical results, the validity of the proposed approach has been confirmed.